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Where are the options, and how can I customize the subscription plugin?

Go to Settings > Subscribe Buttons, and Appearance > Widgets for configuring AddToAny Subscribe widgets.

How can I get subscription analytics?

FeedBlitz and Google's FeedBurner offer subscription analytics. See Using FeedBurner for implementing Google's FeedBurner.

Why isn't the drop-down menu appearing for the button?

It's likely because your theme wasn't coded properly. Using the Theme Editor, make sure that the following piece of code is included in your theme's footer.php file just before the </body> line:

<?php wp_footer(); ?>

How come the widget doesn't display once I activate it?

You'll have to manually put it where you want it in your sidebar. You can do so by going to Presentation > Widgets and clicking Add next to "AddToAny Subscribe". You'll need to have a "widget ready" theme.

What if I don't have a "widget ready" theme, or I want to place the button somewhere else?

Using the Theme Editor, you can place the following code in your template pages (within sidebar.php, index.php, single.php, and/or page.php):

<?php if ( class_exists( 'Add_to_Any_Subscribe_Widget' ) ) { Add_to_Any_Subscribe_Widget::display(); } ?>

How can I customize the feed of the widget? (Useful for comment feeds, category feeds, etc.)

This can be done through the template tag (as described above). Simply supply a feed name and feed URL through the template tag like so:

<?php if ( class_exists( 'Add_to_Any_Subscribe_Widget' ) ) {
    $A2A_SUBSCRIBE_options = array(
        'feedname' => 'Name of the Feed',
        'feedurl' => 'http://www.example.com/feed');
    Add_to_Any_Subscribe_Widget::display( $A2A_SUBSCRIBE_options );
} ?>

Why do embedded objects (like Flash) disappear when the menu is displayed?

This is done to overcome browser limitations that prevent the drop-down menu from displaying on top of intersecting embedded objects. If you would like to disable this, uncheck the Hide embedded objects (Flash, video, etc.) that intersect with the menu when displayed option on the plugin's settings page.

For WordPress MU (WPMU), how can I set the plugin to automatically execute so that it's available as a widget for all blogs?

Upload the plugin directory (including all files within) to the /wp-content/mu-plugins/ folder, then move the add-to-any-subscribe.php file from the plugin directory to the mu-plugins folder so that it can auto-execute.